I got three emails from them:

27 Dec 2001 06:09:20 - SONICblue Order Confirmation (this was *right* after I placed my order)
28 Dec 2001 23:34:47 - SONICblue Order status (same info as the confirmation)

then the holy grail:

3 Jan 2002 17:59:48 - SONICblue Shipping Notification (this included my tracking number.)

good luck getting your empeg!!

later,
ajay